Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 281081.0526 | 204360.3527 | 76720.6998 | 714067.1433 | 603075.1307 | 110992.0126 |
Total P&L (%) | 281.0811 | 204.3604 | 76.7207 | 714.0671 | 603.0751 | 110.992 |
Avg Daily Profit (%) | 0.5397 | 0.3924 | 0.1473 | 0.4034 | 0.3752 | 0.1435 |
Buy And Hold Return (%) | 79.1622 | 79.1622 | 79.1622 | 79.1622 | 79.1622 | 79.1622 |
Max Trade Drawdown | -46340 | -41768 | -38813 | -474031 | -315646 | -363877 |
Profit Factor | 1.7437 | 2.1007 | 1.3989 | 1.3004 | 1.519 | 1.0913 |
Total Trades | 181 | 91 | 90 | 181 | 91 | 90 |
Winning Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Losing Trades | 104 | 54 | 50 | 104 | 54 | 50 |
Profitability (%) | 42.5414 | 40.6593 | 44.4444 | 42.5414 | 40.6593 | 44.4444 |
Ratio Avg Win / Avg Loss | 2.3551 | 3.0659 | 1.7487 | 1.7563 | 2.2169 | 1.3642 |
Largest Winning Trade | 89381 | 89381 | 28888 | 313496 | 313496 | 121188 |
Largest Losing Trade | -10924 | -9404 | -10924 | -107477 | -79965 | -107477 |
Avg Bars in Trades | 136 | 141 | 130 | 136 | 141 | 130 |
Avg Bars in Winners | 196 | 220 | 173 | 196 | 220 | 173 |
Avg Bars in Losers | 91 | 88 | 95 | 91 | 88 | 95 |
Bars Traded | 24644 | 12911 | 11733 | 24644 | 12911 | 11733 |
Profit Streak | 9.08 | 10.08 | 0 | 9.08 | 10.08 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336762 | 213340 | -163420 | 328313 | 295826 | -165322 |
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{ "first_band": { "type": "vwma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 118, "offset": 0 } } }
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{ "first_band": { "type": "vwma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "ema", "factors": { "length": 118, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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